+120.0%
GM vs USHY
+49.7%
+70.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +4.0% |
| 7D | -1.1% | -0.7% | -0.3% | +0.7% |
| 30D | -3.4% | -0.5% | -2.9% | -2.2% |
| 3M | +8.7% | +0.5% | +8.2% | +7.3% |
| 6M | +15.4% | +1.5% | +13.9% | +11.7% |
| YTD | +6.6% | +1.7% | +4.9% | +2.6% |
| 1Y | +51.5% | +3.5% | +47.9% | +40.0% |
| 3Y | +169.3% | +27.2% | +142.2% | +54.4% |
| 5Y | +81.6% | +21.0% | +60.6% | +21.2% |
| All | +120.0% | +49.7% | +70.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling